+737.1%
MTZ vs SCCO
+1,108.1%
-371.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | +0.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.3% |
| 30D | -14.8% | -0.2% | -14.7% | -15.4% |
| 3M | -30.8% | +17.8% | -48.6% | -36.8% |
| 6M | -22.6% | +2.3% | -24.9% | -25.3% |
| YTD | +6.8% | +41.6% | -34.8% | -14.5% |
| 1Y | +22.1% | +101.9% | -79.7% | -19.1% |
| 3Y | +153.1% | +186.2% | -33.1% | +31.8% |
| 5Y | +161.4% | +309.7% | -148.2% | +4.7% |
| All | +737.1% | +1,108.1% | -371.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling